I know this has been discussed before here and here but the u clamp's suggested seem to be a bit iffy in the S/IVA mans eyes.

So what is the best way to shorten a handbrake cable? I would prefer to get a jag one and shorten it as im not sure what else would fit the jag axle.

I shortened my Sierra cable by cutting the end of, pulling to correct length once all the brakes were fitted and building up a new nipple out of weld [using a mig].

I got the idea from one of the kit car magazines.

It has been on the car for 3 years now and has been fine.

When people say U clamps are they talking proper cable clamps? Perhaps my SVA man was in a good mood but I passed with quite clearly visable cable clamps holding the shortened handbrake together...

Go to your local yacht chandler - even inland cities have them for sailing dinghy customers and get them to splice a nipple on. They do it all the time for mast stays that take enormous strain, and should be fairly cheap.
That's how I did mine

I cut mine to the necessary length and then slipped a close fitting piece of tube over the end, then sweated it on by brazing. Works the biz.

RAC and AA vans have all the usual ends pre drilled to accept a trimmed cable and fastened by a couple of grub screws. The cables always break at the nipples so it is a quick repair for them. Speak nicely to a driver and you never know!